Testing market efficiency on the Johannesburg Stock Exchange using the overlapping serial test

DOI10.1007/S10479-014-1751-YzbMATH Open1348.62243OpenAlexW1975855381MaRDI QIDQ338927FDOQ338927

Authors: Michael A. Noakes, Kanshukan Rajaratnam 

Publication date: 7 November 2016

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-014-1751-y

Recommendations

• TESTING WEAK-FORM MARKET EFFICIENCY IN EMERGING MARKET: EVIDENCE FROM BOTSWANA STOCK EXCHANGE
• Patterns in stock market movements tested as random number generators
• Has Chinese Stock Market Become Efficient? Evidence from a New Approach
• Examining the first stages of market performance: A test for evolving market efficiency
• ON THE VALIDITY OF THE RANDOM WALK HYPOTHESIS APPLIED TO THE DHAKA STOCK EXCHANGE

zbMATH Keywords

market efficiencyOR application in financeoverlapping serial test

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)

Cites Work

• Patterns in stock market movements tested as random number generators
• Title not available (Why is that?)

Cited In (5)

• Prediction of cryptocurrency returns using machine learning
• TESTING WEAK-FORM MARKET EFFICIENCY IN EMERGING MARKET: EVIDENCE FROM BOTSWANA STOCK EXCHANGE
• Examining the first stages of market performance: A test for evolving market efficiency
• Statistical methods for decision support systems in finance: how Benford's law predicts financial risk
• Patterns in stock market movements tested as random number generators

This page was built for publication: Testing market efficiency on the Johannesburg Stock Exchange using the overlapping serial test

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q338927)